Author Index

A

  • Abbaszadeh, Mohammad Reza The Effect of Firm Financial Position and Industry Characteristics on Capital Structure Adjustment [Volume 6, Issue 4, 2019, Pages 19-42]
  • Ajam, Alireza Examining the Efficiency of Portfolio Optimization using Model of Minimum-Variance and N/1 in Portfolio Selection [Volume 6, Issue 4, 2019, Pages 155-166]
  • Amiri, Hadi Comparative Investigation the Hazard Model and the Accounting Model Using Receive Operating Characteristic (ROC) Curve for Bankruptcy Predication [Volume 6, Issue 4, 2019, Pages 121-134]
  • Amiri, Maghsoud Complexity of Supply Chain As an Strategic Asset and Position of Financial Performance [Volume 6, Issue 4, 2019, Pages 57-78]
  • Anvari, Ebrahim The Effect of Government Deficit and Banking Sector Credit on the Stock Market Size:Panel VAR Model Approach [Volume 6, Issue 2, 2018, Pages 57-70]
  • Asgarnezhad Nouri, Bagher Factors Affecting Stock Return of Firms Listed in Tehran Stock Exchange: Meta-analysis Approach [Volume 6, Issue 1, 2018, Pages 29-50]
  • Azar, Adel The Incremental Effect of earnings Components’ Volatility and their Persistence on Earnings Predictability [Volume 6, Issue 2, 2018, Pages 159-182]
  • Azar, Adel Identification and Analysis of Operational Risks: A Fuzzy Cognitive Map Approach [Volume 6, Issue 4, 2019, Pages 1-18]

B

  • Babaie, Sasan The Incremental Effect of earnings Components’ Volatility and their Persistence on Earnings Predictability [Volume 6, Issue 2, 2018, Pages 159-182]
  • Bajalan, Saeed Examining the Efficiency of Portfolio Optimization using Model of Minimum-Variance and N/1 in Portfolio Selection [Volume 6, Issue 4, 2019, Pages 155-166]

C

  • Chavoshi, Seyed Kazem Investigating the Impact of Implementing XBRL on the Financial Analysts` Behavior in Iran Using Structural Equations Modeling [Volume 6, Issue 2, 2018, Pages 99-120]

D

  • Dastgir, Mohsen Investigating the Integration beetween Asymmetric Decrease in Liquidity Trading before Earnings Announcements, The Announcement Return Premium and Profitability News Announcements Using a Simultaneous Equations System [Volume 6, Issue 4, 2019, Pages 43-56]
  • Davallou, Maryam Persistent exchange-rate changes; state variable and distress risk? [Volume 6, Issue 4, 2019, Pages 103-120]
  • Davari, Mahdi Persistent exchange-rate changes; state variable and distress risk? [Volume 6, Issue 4, 2019, Pages 103-120]
  • Dehghani, Fatemeh Examining the relationship between corporate transparency and financial constraints of Listed Companies in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 217-232]

E

  • Ebrahimi, Mehrdad Investigating the Impact of Corporate Governance Mechanisms on Financial Statements Fraud of the Listed Companies in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 71-84]
  • Esami, Maryam The Effect of Investments in Intangible Assets in the Explanatory Impact of Financial Health and Agency Problems on the Market Value Company's [Volume 6, Issue 1, 2018, Pages 11-28]
  • Esmaeilain, Majid Feasibility Analysis of Investment Projects with Fuzzy Data [Volume 6, Issue 2, 2018, Pages 139-158]
  • Etemadi, Hossein The Incremental Effect of earnings Components’ Volatility and their Persistence on Earnings Predictability [Volume 6, Issue 2, 2018, Pages 159-182]

F

  • Falatoon nejhad, Farshid Investigating the Impact of Implementing XBRL on the Financial Analysts` Behavior in Iran Using Structural Equations Modeling [Volume 6, Issue 2, 2018, Pages 99-120]
  • Fallahshams, Mir Feyz Margin Setting to Short and Long Futures Contract Positions by Coherent Risk Measures [Volume 6, Issue 3, 2018, Pages 1-14]
  • Farahzadeh Dehkordi, Hassan The Effect of Audit Quality on the Relationship of Collateral Assets with Financing and Investment [Volume 6, Issue 1, 2018, Pages 121-136]
  • Farhadi Sharif Abad, Mohsen The Beta Reversal Behavior through Different Levels of Portfolio Risk in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 37-50]

G

  • Ghandehary, Najmeh Feasibility Analysis of Investment Projects with Fuzzy Data [Volume 6, Issue 2, 2018, Pages 139-158]

H

  • Haghighi Talab, Bahareh The Effect of Firm Financial Position and Industry Characteristics on Capital Structure Adjustment [Volume 6, Issue 4, 2019, Pages 19-42]
  • Hajiha, Zohreh The Examination of Relationship between Stock Systematic Risk and Skewness of Returns [Volume 6, Issue 1, 2018, Pages 1-10]
  • Hasani Alghar, Masoud The Effect of Managerial Overconfidence on Debt Maturity Structure in Listed Companies in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 89-106]
  • Heidari, Hasan An Investigation of the Effect of Exchange Rate on the Pharmaceutical Industry Stock Return in Tehran Stock Exchange: An Application of the Markov Switching Approach [Volume 6, Issue 2, 2018, Pages 35-56]
  • Heidari, Mehdi The Beta Reversal Behavior through Different Levels of Portfolio Risk in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 37-50]
  • Heidarpoor, Farzaneh The Effect of Agency Cost on the Relationship between Corporate Governance and Cost of Equity Capital [Volume 6, Issue 2, 2018, Pages 85-98]
  • Hemat far, Mahmod The Effect of Investments in Intangible Assets in the Explanatory Impact of Financial Health and Agency Problems on the Market Value Company's [Volume 6, Issue 1, 2018, Pages 11-28]

I

  • Imany, Hamidreza Investigating the Integration beetween Asymmetric Decrease in Liquidity Trading before Earnings Announcements, The Announcement Return Premium and Profitability News Announcements Using a Simultaneous Equations System [Volume 6, Issue 4, 2019, Pages 43-56]
  • Izadi, Fatemeh The Examination of Relationship between Stock Systematic Risk and Skewness of Returns Studying the Effect of Capital Structure on the Return on Assets and Economic Value Added by Attention to Intensity of Product Market Competition in the Industry (Case Study of Companies Listed in Tehran Stock Exchange) [Volume 6, Issue 1, 2018, Pages 73-88]
  • Izadi, Minoo The Examination of Relationship between Stock Systematic Risk and Skewness of Returns Studying the Effect of Capital Structure on the Return on Assets and Economic Value Added by Attention to Intensity of Product Market Competition in the Industry (Case Study of Companies Listed in Tehran Stock Exchange) [Volume 6, Issue 1, 2018, Pages 73-88]

J

  • Jamshidi, Sajad Performance Evaluation of Iranian OTC's Companies by Using Stochastic Dominance Criteria and Optimizing with PSO and ANN Hybrid Model [Volume 6, Issue 3, 2018, Pages 15-36]

K

  • Karnameh haghighi, Hassan Application Extreme Value Theory and long-Memory to Stock Market in Iran (In Framework Model-GARCH)‎ [Volume 6, Issue 4, 2019, Pages 135-154]
  • Khajavi, Shokrollah Investigating the Impact of Corporate Governance Mechanisms on Financial Statements Fraud of the Listed Companies in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 71-84]
  • KHalatbari, Hassan Investigation of the Effect of Information Quality on Stock Liquidity Risk and Market Risk [Volume 6, Issue 2, 2018, Pages 15-34]
  • Khalifeh, Mojtaba Modeling Performance of Financial System Using System Dynamics Approach: A Case Study on a Sand and Gravel Firm [Volume 6, Issue 1, 2018, Pages 51-72]
  • Khatami Firoozabadi, Seyed Mohammad Ali Complexity of Supply Chain As an Strategic Asset and Position of Financial Performance [Volume 6, Issue 4, 2019, Pages 57-78]
  • Khodapanah, Masud The Effect of Government Deficit and Banking Sector Credit on the Stock Market Size:Panel VAR Model Approach [Volume 6, Issue 2, 2018, Pages 57-70]
  • Kimiagari, Ali Mohammad An Integrated Decision Support Model For Firms' Capital Structure (Case Study: Chemical Companies In Tehran Stock Exchange) [Volume 6, Issue 1, 2018, Pages 137-158]

L

  • Lari Dashtbayaz, Mahmoud The Relationship between Financial Constraints, the Structure of Assets and Financing in Companies Listed in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 181-196]
  • Larisemnani, Behrouz Assessing the impact of investors mental status on risk taking behavior of Tehran Stock Exchange Investors [Volume 6, Issue 1, 2018, Pages 107-120]

M

  • Mahdavi, Gholamhosein Audit Quality and Financial Constraints [Volume 6, Issue 3, 2018, Pages 117-132]
  • Mahfoozi, Gholamreza Investigating the Relationship between Stock Price Synchronicity and Return Distribution [Volume 6, Issue 3, 2018, Pages 51-66]
  • Maleki, Bahareh Modeling Performance of Financial System Using System Dynamics Approach: A Case Study on a Sand and Gravel Firm [Volume 6, Issue 1, 2018, Pages 51-72]
  • Mansourfar, Gholamreza The Beta Reversal Behavior through Different Levels of Portfolio Risk in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 37-50]
  • MirAskari, Seyed Reza Investigating the Relationship between Stock Price Synchronicity and Return Distribution [Volume 6, Issue 3, 2018, Pages 51-66]
  • Mirzad, Negar The Study of long-Term Memory in Dynamic Volatility Relationship between Stock Returns and Exchange Rates [Volume 6, Issue 3, 2018, Pages 147-164]
  • Moghbel, Abbas Identification and Analysis of Operational Risks: A Fuzzy Cognitive Map Approach [Volume 6, Issue 4, 2019, Pages 1-18]
  • Mohammadi, Esfandyar Examining the relationship between corporate transparency and financial constraints of Listed Companies in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 217-232]
  • Mohammadi-nodooshan, Alireza A Firms' Bankruptcy Prediction Model Based on Selected Industries by Using Decision Trees Model [Volume 6, Issue 2, 2018, Pages 121-138]
  • Mohammadzadeh, Yousef An Investigation of the Effect of Exchange Rate on the Pharmaceutical Industry Stock Return in Tehran Stock Exchange: An Application of the Markov Switching Approach [Volume 6, Issue 2, 2018, Pages 35-56]
  • Moshtaghi, Yousef A Hybrid Approach for Economic Value Added and Dividends in Portfolio Optimization Using Goal Programming [Volume 6, Issue 2, 2018, Pages 1-14]
  • Mosleh Shirazi, Alinaghi Modeling Performance of Financial System Using System Dynamics Approach: A Case Study on a Sand and Gravel Firm [Volume 6, Issue 1, 2018, Pages 51-72]
  • Mostafaee, Khadije Identification and Analysis of Operational Risks: A Fuzzy Cognitive Map Approach [Volume 6, Issue 4, 2019, Pages 1-18]
  • Mousavi SHiri, Mahmoud Investigation of the Effect of Information Quality on Stock Liquidity Risk and Market Risk [Volume 6, Issue 2, 2018, Pages 15-34]

N

  • Nabavi, Mojtaba An Integrated Decision Support Model For Firms' Capital Structure (Case Study: Chemical Companies In Tehran Stock Exchange) [Volume 6, Issue 1, 2018, Pages 137-158]
  • Nabizade, Ahmad Factors Affecting Credit Risk of Commercial Banks of Iran with Emphasis on Banking and Macroeconomic Specific Factors [Volume 6, Issue 4, 2019, Pages 79-92]
  • Naderi Nooreini, Mohammad Mehdi The Best Methodology of Estimation of Value-at-Risk in Iranian Mutual Funds [Volume 6, Issue 1, 2018, Pages 159-180]
  • Naserpoor, Alireza Margin Setting to Short and Long Futures Contract Positions by Coherent Risk Measures [Volume 6, Issue 3, 2018, Pages 1-14]
  • Nazari Tajar, Mahmoud The Effect of Agency Cost on the Relationship between Corporate Governance and Cost of Equity Capital [Volume 6, Issue 2, 2018, Pages 85-98]
  • Nazemi Ardakani, Mahdi A Firms' Bankruptcy Prediction Model Based on Selected Industries by Using Decision Trees Model [Volume 6, Issue 2, 2018, Pages 121-138]
  • Nikkar, Javad Nikkar The Effect of Investments in Intangible Assets in the Explanatory Impact of Financial Health and Agency Problems on the Market Value Company's [Volume 6, Issue 1, 2018, Pages 11-28]
  • Noori, Roohallah Investigating the Impact of Implementing XBRL on the Financial Analysts` Behavior in Iran Using Structural Equations Modeling [Volume 6, Issue 2, 2018, Pages 99-120]
  • Nourahmadi, Marziyeh Stress Testing as a Key Tool for Financial Assets Risk Management with Emphasis on Extreme Value Theory and Copula Functions [Volume 6, Issue 3, 2018, Pages 67-86]

O

  • Olfat, Laya Complexity of Supply Chain As an Strategic Asset and Position of Financial Performance [Volume 6, Issue 4, 2019, Pages 57-78]

P

  • Pakzat, Seyed Mahdi Oil futures contracts, obligation to selling or to daily settlement? [Volume 6, Issue 1, 2018, Pages 197-216]

R

  • Raei, Reza Examining the Efficiency of Portfolio Optimization using Model of Minimum-Variance and N/1 in Portfolio Selection [Volume 6, Issue 4, 2019, Pages 155-166]
  • Rahimian, Nezamoddin The Effect of Managerial Overconfidence on Debt Maturity Structure in Listed Companies in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 89-106]
  • Ramezani Moghadam, Amir Modeling Performance of Financial System Using System Dynamics Approach: A Case Study on a Sand and Gravel Firm [Volume 6, Issue 1, 2018, Pages 51-72]
  • Rastegari, Najmeh Audit Quality and Financial Constraints [Volume 6, Issue 3, 2018, Pages 117-132]
  • Refah-Kahriz, Arash An Investigation of the Effect of Exchange Rate on the Pharmaceutical Industry Stock Return in Tehran Stock Exchange: An Application of the Markov Switching Approach [Volume 6, Issue 2, 2018, Pages 35-56]
  • Rezaei, Farzin The Effect of Financial Information Risk on Agency Relationship with Firms Capital Structure [Volume 6, Issue 4, 2019, Pages 93-102]
  • Rezaie Dolatabadi, Hossein A comparative Analysis of Performance of Three-Factor and Five - Factor Fama and French Model to Estimate the Expected Rate of Return in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 105-116]
  • Rezazadeh, Mohsen The Effect of Audit Quality on the Relationship of Collateral Assets with Financing and Investment [Volume 6, Issue 1, 2018, Pages 121-136]
  • Roshandel, Masoumeh Investigation of the Effect of Information Quality on Stock Liquidity Risk and Market Risk [Volume 6, Issue 2, 2018, Pages 15-34]
  • Rostami, Ali Application Extreme Value Theory and long-Memory to Stock Market in Iran (In Framework Model-GARCH)‎ [Volume 6, Issue 4, 2019, Pages 135-154]
  • Rostami, Mohammad Reza Factors Affecting Credit Risk of Commercial Banks of Iran with Emphasis on Banking and Macroeconomic Specific Factors [Volume 6, Issue 4, 2019, Pages 79-92]

S

  • Sabzalipour, Farshad Examining the relationship between corporate transparency and financial constraints of Listed Companies in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 217-232]
  • Sadeghi Shahdani, Mahdi Oil futures contracts, obligation to selling or to daily settlement? [Volume 6, Issue 1, 2018, Pages 197-216]
  • Saeida Ardakani, Saeid The Examination of Relationship between Stock Systematic Risk and Skewness of Returns Studying the Effect of Capital Structure on the Return on Assets and Economic Value Added by Attention to Intensity of Product Market Competition in the Industry (Case Study of Companies Listed in Tehran Stock Exchange) [Volume 6, Issue 1, 2018, Pages 73-88]
  • Safari, Fatemeh The Examination of Relationship between Stock Systematic Risk and Skewness of Returns [Volume 6, Issue 1, 2018, Pages 1-10]
  • Safari, Saeed A Hybrid Approach for Economic Value Added and Dividends in Portfolio Optimization Using Goal Programming [Volume 6, Issue 2, 2018, Pages 1-14]
  • Saghafi, Ali Margin Setting to Short and Long Futures Contract Positions by Coherent Risk Measures [Volume 6, Issue 3, 2018, Pages 1-14]
  • Sahrakaran, Mina The Effect of Financial Information Risk on Agency Relationship with Firms Capital Structure [Volume 6, Issue 4, 2019, Pages 93-102]
  • Salehi, Mahdi The Relationship between Financial Constraints, the Structure of Assets and Financing in Companies Listed in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 181-196]
  • Salehi, Mahdi The Effect of Firm Financial Position and Industry Characteristics on Capital Structure Adjustment [Volume 6, Issue 4, 2019, Pages 19-42]
  • Salehi, Nazanin Comparative Investigation the Hazard Model and the Accounting Model Using Receive Operating Characteristic (ROC) Curve for Bankruptcy Predication [Volume 6, Issue 4, 2019, Pages 121-134]
  • Saranj, Alireza Stress Testing as a Key Tool for Financial Assets Risk Management with Emphasis on Extreme Value Theory and Copula Functions [Volume 6, Issue 3, 2018, Pages 67-86]
  • Sekhavatpoor, Maryam The Relationship between Financial Constraints, the Structure of Assets and Financing in Companies Listed in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 181-196]
  • Sepasi, Sahar The Incremental Effect of earnings Components’ Volatility and their Persistence on Earnings Predictability [Volume 6, Issue 2, 2018, Pages 159-182]
  • Shabani nejad mousoleh, Matin Investigating the Relationship between Stock Price Synchronicity and Return Distribution [Volume 6, Issue 3, 2018, Pages 51-66]
  • Shahi, Zahra Factors Affecting Credit Risk of Commercial Banks of Iran with Emphasis on Banking and Macroeconomic Specific Factors [Volume 6, Issue 4, 2019, Pages 79-92]
  • Sharifi, Hamid Complexity of Supply Chain As an Strategic Asset and Position of Financial Performance [Volume 6, Issue 4, 2019, Pages 57-78]
  • Sheikh, Mohamad Javad A Hybrid Approach for Economic Value Added and Dividends in Portfolio Optimization Using Goal Programming [Volume 6, Issue 2, 2018, Pages 1-14]
  • Sohrabi, Zahra The Effect of Corporate Governance and Audit Quality on Bank Loan Financing in Private Companies [Volume 6, Issue 3, 2018, Pages 133-146]

T

  • Taghizadeh Khanqah, Vahid The Impact of Debt Maturity on Stock Price Crash Risk with an Emphasis on Information Asymmetry [Volume 6, Issue 3, 2018, Pages 87-104]
  • Takband, Elham The Effect of Government Deficit and Banking Sector Credit on the Stock Market Size:Panel VAR Model Approach [Volume 6, Issue 2, 2018, Pages 57-70]
  • Talebnia, Ghodratallah The Impact of Debt Maturity on Stock Price Crash Risk with an Emphasis on Information Asymmetry [Volume 6, Issue 3, 2018, Pages 87-104]

Y

  • Yousofan, Nahid A comparative Analysis of Performance of Three-Factor and Five - Factor Fama and French Model to Estimate the Expected Rate of Return in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 105-116]

Z

  • Zamani, Zahra The Effect of Corporate Governance and Audit Quality on Bank Loan Financing in Private Companies [Volume 6, Issue 3, 2018, Pages 133-146]
  • Zamanian, Gholam Reza Performance Evaluation of Iranian OTC's Companies by Using Stochastic Dominance Criteria and Optimizing with PSO and ANN Hybrid Model [Volume 6, Issue 3, 2018, Pages 15-36]
  • Zare mehrJardi, Vahid A Firms' Bankruptcy Prediction Model Based on Selected Industries by Using Decision Trees Model [Volume 6, Issue 2, 2018, Pages 121-138]